+176.3%
AEIS vs IAG
+817.0%
-640.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.5% |
| 7D | +6.5% | +1.7% | +4.8% | +6.1% |
| 30D | -9.2% | +11.4% | -20.6% | -11.3% |
| 3M | -8.3% | +33.0% | -41.4% | -13.8% |
| 6M | -6.3% | -6.0% | -0.3% | -7.2% |
| YTD | +36.5% | +24.6% | +11.9% | +29.0% |
| 1Y | +84.8% | +105.0% | -20.2% | +62.2% |
| All | +176.3% | +817.0% | -640.7% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling